tsoutliers: Automatic Detection of Outliers in Time Series

This package implements a procedure based on the approach described in Chen and Liu (1993) for automatic detection of outliers in time series. Innovational outliers, additive outliers, level shifts, temporary changes and seasonal level shifts are considered.

Version: 0.4
Depends: R (≥ 3.0.0)
Imports: forecast, polynom, stsm, stsm.class, KFKSDS
Published: 2014-06-28
Author: Javier López-de-Lacalle
Maintainer: Javier López-de-Lacalle <javlacalle at yahoo.es>
License: GPL-2
NeedsCompilation: no
In views: TimeSeries
CRAN checks: tsoutliers results


Reference manual: tsoutliers.pdf
Package source: tsoutliers_0.4.tar.gz
Windows binaries: r-devel: tsoutliers_0.4.zip, r-release: tsoutliers_0.4.zip, r-oldrel: tsoutliers_0.4.zip
OS X Snow Leopard binaries: r-release: not available, r-oldrel: not available
OS X Mavericks binaries: r-release: not available
Old sources: tsoutliers archive